A regime-switching copula approach to modeling day-ahead prices in coupled electricity markets von Pircalabu, A., Benth, F.E.

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Pricing of Forwards and Options in a Multivariate Non-Gaussian Stochastic Volatility Model for Energy Markets von Benth, F. E., Vos, L.

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Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets von Benth, F. E., Vos, L.

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A critical view on temperature modelling for application in weather derivatives markets von Šaltytė Benth, Jūratė, Benth, Fred Espen

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A critical empirical study of three electricity spot price models von Benth, Fred Espen, Kiesel, Rüdiger, Nazarova, Anna

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HMM filtering and parameter estimation of an electricity spot price model von Erlwein, Christina, Benth, Fred Espen, Mamon, Rogemar

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A feasible central limit theorem for realised covariation of SPDEs in the context of functional data von Benth, FE, Schroers, D, Veraart, A

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The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps von Benth, Fred Espen, Meyer-Brandis, Thilo

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A weak law of large numbers for realised covariation in a Hilbert space setting von Benth, FE, Schroers, D, Veraart, A

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Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets von Benth, F. E., Vos, L.

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Pricing of Forwards and Options in a Multivariate Non-Gaussian Stochastic Volatility Model for Energy Markets von Benth, F. E., Vos, L.

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Stochastic dynamical modelling of spot freight rates von Benth, F. E., Koekebakker, S., Taib, C. M. I. C.

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THE CARMA INTEREST RATE MODEL von ANDRESEN, ARNE, BENTH, FRED ESPEN, KOEKEBAKKER, STEEN, ZAKAMULIN, VALERIY

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A semilinear Black and Scholes partial differential equation for valuing American options von Benth, Fred E., Karlsen, Kenneth H., Reikvam, Kristin

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Modeling and pricing in financial markets for weather derivatives von Benth, Fred Espen, Benth, Fred Espen, Benth, Jūratė ŠŠaltytė

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THE NORMAL INVERSE GAUSSIAN DISTRIBUTION AND SPOT PRICE MODELLING IN ENERGY MARKETS von BENTH, FRED ESPEN, ŠALTYTĖ-BENTH, JŪRATĖ

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A semilinear Black and Scholes partial differential equation for valuing American options: approximate solutions and convergence von Benth, F, Karlsen, Kenneth, Reikvam, K

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PRICING OF EXOTIC ENERGY DERIVATIVES BASED ON ARITHMETIC SPOT MODELS von BENTH, FRED ESPEN, KUFAKUNESU, RODWELL

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A White Noise Approach to a Class of Non-linear Stochastic Heat Equations von Benth, F.E., Deck, T., Potthoff, J.

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Smoothed Langevin proposals in Metropolis-Hastings algorithms von Skare, Øivind, Benth, Fred Espen, Frigessi, Arnoldo

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